The e-safekey.dll error is part of the Danske Bank Group. It may contain vulnerabilities and should be corrected if you see it. Since it is bank-related and private data is involved, there is a small possibility that private information could be compromised. There are patches available at the bank’s website if you choose to go there.
However, the only way to know if the error is a vulnerability or a registry error is to check the destination of the error. To do so means scanning your computer. This needs to be done by a registry scanner.
ZookaWare PC Cleaner provides a free registry scanner. It is an acclaimed scanner and will not flag threats that are not real threats. It will flag errors it can fix that are not threats. Notice the difference. There are threats that need to be fixed and errors that should be fixed, but don’t have to be fixed.